+440.5%
P vs JAAA
+29.3%
+411.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | +6.5% | +0.2% | +6.4% | +6.1% |
| 30D | +18.8% | +0.5% | +18.3% | +17.2% |
| 3M | +26.7% | +1.3% | +25.5% | +22.5% |
| 6M | +62.2% | +2.7% | +59.5% | +51.3% |
| YTD | +48.5% | +3.2% | +45.3% | +37.0% |
| 1Y | +26.4% | +4.9% | +21.5% | +12.2% |
| 3Y | +159.4% | +19.0% | +140.4% | +102.6% |
| 5Y | +275.8% | +26.8% | +249.0% | +179.0% |
| All | +440.5% | +29.3% | +411.3% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling